A Decomposition Method for Structured Linear and Non-Linear Programs
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- Author(s)
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Grigoriadis, M.D.; Ritter, K.
- Publisher
- University of Wisconsin-Madison Department of Computer Sciences
- Date
- Mar 15, 2012
- Abstract
- A decomposition method for non-linear programming problems with structured linear constraints is described. The structure of the constraint matrix is assumed to be block diagonal with a few coupling constraints and/or variables. The method is further specialized for linear objective functions. An algorithm for performing post optimality analysis - ranging and parametric programming - for such structured linear programs is included. Some computational experience and results for the linear case are presented.
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http://digital.library.wisc.edu/1793/57472
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